In this study, we use the McKean's integral equation to evaluate the American option price for constant jump di
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0721105-143715 |
| Date | 21 July 2005 |
| Creators | Chang, Yu-Chun |
| Contributors | Fu-Chuen Chang, Mong-Na Lo Huang, Mei-Hui Guo |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | English |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0721105-143715 |
| Rights | withheld, Copyright information available at source archive |
Page generated in 0.0012 seconds